The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm
The objective of the work is essentially to construct an approximate solution of the generalization of nonlinear Black-Scholes partial differential equation, modeling price slippage impact of transaction coast option, through promising computational algorithm called Reduced Differential Transform Al...
Main Authors: | Naresh kumar Solanki, syed feroz shah |
---|---|
Format: | Article |
Language: | English |
Published: |
Sukkur IBA University
2021-01-01
|
Series: | Sukkur IBA Journal of Computing and Mathematical Sciences |
Subjects: | |
Online Access: | http://localhost:8089/sibajournals/index.php/sjcms/article/view/606 |
Similar Items
-
The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm
by: Naresh kumar Solanki, et al.
Published: (2021-01-01) -
Two Parallel Solutions of Black-Scholes Equation
by: Mirela Danubianu, et al.
Published: (2009-01-01) -
A Fast Computational Scheme for Solving the Temporal-Fractional Black–Scholes Partial Differential Equation
by: Rouhollah Ghabaei, et al.
Published: (2023-04-01) -
Cubic Hermite Finite Element Method for Nonlinear Black-Scholes Equation Governing European Options
by: Teófilo Domingos Chihaluca
Published: (2021-12-01) -
Solution of time fractional Black-Scholes European option pricing equation arising in financial market
by: Ravi Kanth A.S.V., et al.
Published: (2016-12-01)